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20222026
most citedA universal median quasi-Monte Carlo integration

12 citations · 12 across the 10 of their papers we have counts for

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7 papers · 1 filter

math.NA2026

Quasi-uniform designs from random candidates: optimal candidate complexity and farthest-point sampling

Takashi Goda, Hengjun Xu

We study randomized constructions of quasi-uniform designs on a compact metric-measure space satisfying two-sided polynomial ball-growth conditions. Given integers , we fir…

math.NA2026

Worst-case -approximation of periodic functions using median lattice algorithms

Zexin Pan, Mou Cai, Josef Dick +2

We study the worst-case approximation of multivariate periodic functions from the weighted Korobov space with smoothness in the Lebesgue norm for…

math.NA2025

Constructive quasi-uniform sequences over triangles

Hengjun Xu, Takashi Goda

In this paper, we develop constructive algorithms for generating quasi-uniform point sets and sequences over arbitrary two-dimensional triangular domains. Our proposed method, call…

math.NA2025

The median trick does not help for fully nested scrambling

Takashi Goda, Kosuke Suzuki

In randomized quasi-Monte Carlo methods for numerical integration, average estimators based on digital nets with fully nested and linear scrambling are known to exhibit the same va…

math.NA2024

A simple universal algorithm for high-dimensional integration

Takashi Goda, David Krieg

We present a simple universal algorithm for high-dimensional integration which has the optimal error rate (independent of the dimension) in all weighted Korobov classes both in the…

math.NA2023

The Sobol' sequence is not quasi-uniform in dimension 2

Takashi Goda

Are common quasi-Monte Carlo sequences quasi-uniform? While this question remains widely open, in this short note, we prove that the two-dimensional Sobol' sequence is not quasi-un…

math.NA2022★ 12 cited

A universal median quasi-Monte Carlo integration

Takashi Goda, Kosuke Suzuki, Makoto Matsumoto

We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating t…